PCA Index Dashboard Examples

This script was last run at 2024-03-25 06:20:40.099288+00:00 (UTC)
In US/Central Time, this is 2024-03-25 01:20:40.099288-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.896937	-0.474606	0.086235	-0.008859	0.545231	0.254478
1997-01-03	-0.885227	-0.474606	-0.155571	0.006649	0.744820	0.205312
1997-01-06	-0.881324	-0.474606	-0.064142	-0.016613	0.777699	0.269265
1997-01-07	-0.881324	-0.453786	-0.129104	-0.047629	0.837328	0.382897
1997-01-08	-0.893033	-0.453786	-0.022036	-0.086398	0.785361	0.496136
...	...	...	...	...	...	...
2024-03-18	-0.869615	-1.473968	-0.733017	1.650488	0.714264	0.682696
2024-03-19	-0.881324	-1.463558	-0.794371	1.658242	0.738841	0.558592
2024-03-20	-0.865711	-1.401098	-0.888206	1.720274	0.828014	0.465811
2024-03-21	-0.900840	-1.432328	-0.902642	1.728028	0.836635	0.472552
2024-03-22	-0.900840	-1.453148	-0.902642	1.728028	0.751804	0.472552

7193 rows × 6 columns

pc1

DATE
1997-01-02   -0.577312
1997-01-03   -0.683434
1997-01-06   -0.666343
1997-01-07   -0.702706
1997-01-08   -0.672380
                ...   
2024-03-18   -1.564377
2024-03-19   -1.572082
2024-03-20   -1.596224
2024-03-21   -1.626237
2024-03-22   -1.613885
Name: PC1, Length: 7193, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()